+899.9%
SAP vs SPXS
-100.0%
+999.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.8% |
| 7D | +0.6% | -7.5% | +8.1% | -1.8% |
| 30D | +6.5% | +5.3% | +1.2% | +8.8% |
| 3M | +12.2% | +9.7% | +2.5% | +16.4% |
| 6M | +46.1% | -4.6% | +50.6% | +45.6% |
| YTD | -1.6% | -25.8% | +24.2% | -8.5% |
| 1Y | -5.1% | -28.8% | +23.7% | -12.7% |
| 3Y | +68.4% | -80.2% | +148.5% | +12.3% |
| 5Y | +79.4% | -83.2% | +162.6% | +31.7% |
| 10Y | +230.5% | -99.5% | +330.0% | +8.0% |
| All | +899.9% | -100.0% | +999.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling